CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 08-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2023 |
08-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1101 |
1.1098 |
-0.0003 |
0.0% |
1.1093 |
| High |
1.1126 |
1.1131 |
0.0005 |
0.0% |
1.1171 |
| Low |
1.1047 |
1.1079 |
0.0032 |
0.3% |
1.1024 |
| Close |
1.1105 |
1.1083 |
-0.0022 |
-0.2% |
1.1105 |
| Range |
0.0080 |
0.0052 |
-0.0028 |
-34.6% |
0.0147 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,700 |
1,327 |
-373 |
-21.9% |
8,682 |
|
| Daily Pivots for day following 08-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1220 |
1.1112 |
|
| R3 |
1.1201 |
1.1168 |
1.1097 |
|
| R2 |
1.1149 |
1.1149 |
1.1093 |
|
| R1 |
1.1116 |
1.1116 |
1.1088 |
1.1107 |
| PP |
1.1097 |
1.1097 |
1.1097 |
1.1093 |
| S1 |
1.1064 |
1.1064 |
1.1078 |
1.1055 |
| S2 |
1.1045 |
1.1045 |
1.1073 |
|
| S3 |
1.0993 |
1.1012 |
1.1069 |
|
| S4 |
1.0941 |
1.0960 |
1.1054 |
|
|
| Weekly Pivots for week ending 05-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1541 |
1.1470 |
1.1186 |
|
| R3 |
1.1394 |
1.1323 |
1.1145 |
|
| R2 |
1.1247 |
1.1247 |
1.1132 |
|
| R1 |
1.1176 |
1.1176 |
1.1118 |
1.1212 |
| PP |
1.1100 |
1.1100 |
1.1100 |
1.1118 |
| S1 |
1.1029 |
1.1029 |
1.1092 |
1.1065 |
| S2 |
1.0953 |
1.0953 |
1.1078 |
|
| S3 |
1.0806 |
1.0882 |
1.1065 |
|
| S4 |
1.0659 |
1.0735 |
1.1024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1171 |
1.1024 |
0.0147 |
1.3% |
0.0074 |
0.7% |
40% |
False |
False |
1,926 |
| 10 |
1.1177 |
1.1024 |
0.0153 |
1.4% |
0.0081 |
0.7% |
39% |
False |
False |
1,960 |
| 20 |
1.1177 |
1.0965 |
0.0213 |
1.9% |
0.0077 |
0.7% |
56% |
False |
False |
1,302 |
| 40 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0080 |
0.7% |
83% |
False |
False |
1,258 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0073 |
0.7% |
83% |
False |
False |
1,039 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0068 |
0.6% |
83% |
False |
False |
803 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.0% |
0.0062 |
0.6% |
83% |
False |
False |
656 |
| 120 |
1.1177 |
1.0451 |
0.0727 |
6.6% |
0.0060 |
0.5% |
87% |
False |
False |
561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1267 |
|
1.618 |
1.1215 |
|
1.000 |
1.1183 |
|
0.618 |
1.1163 |
|
HIGH |
1.1131 |
|
0.618 |
1.1111 |
|
0.500 |
1.1105 |
|
0.382 |
1.1098 |
|
LOW |
1.1079 |
|
0.618 |
1.1046 |
|
1.000 |
1.1027 |
|
1.618 |
1.0994 |
|
2.618 |
1.0942 |
|
4.250 |
1.0858 |
|
|
| Fisher Pivots for day following 08-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1105 |
1.1106 |
| PP |
1.1097 |
1.1098 |
| S1 |
1.1090 |
1.1091 |
|